CME Wheat Future December 2013
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
671-0 |
678-0 |
7-0 |
1.0% |
645-4 |
High |
679-0 |
685-4 |
6-4 |
1.0% |
685-4 |
Low |
668-4 |
675-4 |
7-0 |
1.0% |
645-4 |
Close |
678-2 |
683-0 |
4-6 |
0.7% |
683-0 |
Range |
10-4 |
10-0 |
-0-4 |
-4.8% |
40-0 |
ATR |
12-4 |
12-2 |
-0-1 |
-1.4% |
0-0 |
Volume |
72,733 |
59,338 |
-13,395 |
-18.4% |
272,134 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-3 |
707-1 |
688-4 |
|
R3 |
701-3 |
697-1 |
685-6 |
|
R2 |
691-3 |
691-3 |
684-7 |
|
R1 |
687-1 |
687-1 |
683-7 |
689-2 |
PP |
681-3 |
681-3 |
681-3 |
682-3 |
S1 |
677-1 |
677-1 |
682-1 |
679-2 |
S2 |
671-3 |
671-3 |
681-1 |
|
S3 |
661-3 |
667-1 |
680-2 |
|
S4 |
651-3 |
657-1 |
677-4 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
791-3 |
777-1 |
705-0 |
|
R3 |
751-3 |
737-1 |
694-0 |
|
R2 |
711-3 |
711-3 |
690-3 |
|
R1 |
697-1 |
697-1 |
686-5 |
704-2 |
PP |
671-3 |
671-3 |
671-3 |
674-7 |
S1 |
657-1 |
657-1 |
679-3 |
664-2 |
S2 |
631-3 |
631-3 |
675-5 |
|
S3 |
591-3 |
617-1 |
672-0 |
|
S4 |
551-3 |
577-1 |
661-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
685-4 |
645-4 |
40-0 |
5.9% |
12-0 |
1.7% |
94% |
True |
False |
54,426 |
10 |
685-4 |
638-4 |
47-0 |
6.9% |
11-6 |
1.7% |
95% |
True |
False |
49,672 |
20 |
685-4 |
636-6 |
48-6 |
7.1% |
12-0 |
1.8% |
95% |
True |
False |
45,275 |
40 |
685-4 |
635-4 |
50-0 |
7.3% |
12-4 |
1.8% |
95% |
True |
False |
52,065 |
60 |
705-6 |
635-4 |
70-2 |
10.3% |
12-3 |
1.8% |
68% |
False |
False |
44,782 |
80 |
730-6 |
635-4 |
95-2 |
13.9% |
12-5 |
1.9% |
50% |
False |
False |
39,857 |
100 |
751-4 |
635-4 |
116-0 |
17.0% |
13-1 |
1.9% |
41% |
False |
False |
35,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
728-0 |
2.618 |
711-5 |
1.618 |
701-5 |
1.000 |
695-4 |
0.618 |
691-5 |
HIGH |
685-4 |
0.618 |
681-5 |
0.500 |
680-4 |
0.382 |
679-3 |
LOW |
675-4 |
0.618 |
669-3 |
1.000 |
665-4 |
1.618 |
659-3 |
2.618 |
649-3 |
4.250 |
633-0 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
682-1 |
679-1 |
PP |
681-3 |
675-3 |
S1 |
680-4 |
671-4 |
|